China Merchants Bank Co Ltd

10-Year Study

CIHKY.US · Financial Services · US · Common Stock

Executive Summary: China Merchants Bank Co Ltd has compounded at 17.2% annually over the last 10 years, with a maximum drawdown of 62.3% and an annualized volatility of 40.2%.

1Y CAGR
+11.8%
3Y CAGR
+19.2%
5Y CAGR
-2.3%
10Y CAGR
+17.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
62.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.94
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +78.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -34.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.91.62.52.0————————-2.1%
20256.36.90.8-7.213.912.0-3.2-5.2-2.44.17.60.837.1%
20244.86.81.311.11.32.1-2.7-0.319.7-1.5-7.313.757.0%
202316.0-16.5-5.7-6.1-3.1-2.314.7-19.85.6-8.8-8.2-0.3-34.2%
20227.21.2-6.7-22.34.45.0-16.4-4.9-9.4-29.352.811.4-25.4%
202121.5-0.0-0.65.714.5-7.7-8.68.4-3.55.7-8.20.425.8%
2020-5.0-3.4-4.26.1-2.3-1.85.32.4-1.210.221.7-0.127.6%
201918.95.26.01.9-2.83.53.4-9.14.40.6-1.28.744.2%
201823.2-13.9-3.07.6-6.6-10.49.8-1.86.0-5.27.3-11.3-4.4%
20179.25.8-1.1-1.815.64.29.114.5-6.88.52.71.578.3%
2016———4.7-6.814.6-4.313.83.5-3.22.0-7.015.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 40.2%. The dominant macroeconomic risk driver is VWO.US, accounting for 48.4% of variance. Idiosyncratic stock-specific factors contribute 24.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110465.42957715875
2016-05-019755.479263540625
2016-06-0111175.235032520679
2016-07-0110695.174771486103
2016-08-0112169.107528283575
2016-09-0112596.004809294105
2016-10-0112198.079179522838
2016-11-0112440.137325626874
2016-12-0111566.207465994525
2017-01-0112630.046499500238
2017-02-0113366.071299233701
2017-03-0113220.054176987818
2017-04-0112985.0940854374
2017-05-0115013.833963466746
2017-06-0115641.215071052973
2017-07-0117060.82598177683
2017-08-0119542.10305216346
2017-09-0118221.14061390929
2017-10-0119770.25480567265
2017-11-0120313.618124665016
2017-12-0120626.801674561444
2018-01-0125421.609954659365
2018-02-0121897.063723146897
2018-03-0121238.53809047847
2018-04-0122857.329103472253
2018-05-0121349.499514724845
2018-06-0119131.574754103112
2018-07-0121005.17143974621
2018-08-0120624.483942462302
2018-09-0121856.068836643346
2018-10-0120718.062375965117
2018-11-0122231.396578447988
2018-12-0119714.48437703707
2019-01-0123440.38358466241
2019-02-0124664.43584952124
2019-03-0126136.920023756757
2019-04-0126631.610968667155
2019-05-0125893.847869859343
2019-06-0126812.394072400155
2019-07-0127723.552503874962
2019-08-0125191.28532730723
2019-09-0126306.983616531223
2019-10-0126454.15960482668
2019-11-0126134.457433401414
2019-12-0128419.161850129647
2020-01-0126987.093129372908
2020-02-0126073.761824055164
2020-03-0124966.755030202945
2020-04-0126496.16849912361
2020-05-0125893.41329509075
2020-06-0125432.32946561789
2020-07-0126768.357162516477
2020-08-0127398.490576970435
2020-09-0127065.60630423131
2020-10-0129823.70750220909
2020-11-0136309.735923398955
2020-12-0136266.13358828386
2021-01-0144074.428172033666
2021-02-0144054.87230744716
2021-03-0143810.49642924399
2021-04-0146291.91835788682
2021-05-0153015.659177494825
2021-06-0148958.17942143613
2021-07-0144745.55647299118
2021-08-0148524.76351889676
2021-09-0146818.91269392899
2021-10-0149495.024118899666
2021-11-0145432.764040386486
2021-12-0145619.48633262353
2022-01-0148888.93717497429
2022-02-0149464.60388509844
2022-03-0146164.58795069026
2022-04-0135859.66132139701
2022-05-0137433.83599148233
2022-06-0139299.320614778444
2022-07-0132871.95978734808
2022-08-0131248.24359364362
2022-09-0128297.770631437143
2022-10-0120001.59344081816
2022-11-0130564.222907884636
2022-12-0134035.461301116855
2023-01-0139479.814001999046
2023-02-0132951.052395231265
2023-03-0131088.754653571483
2023-04-0129188.793765300652
2023-05-0128297.770631437143
2023-06-0127646.63276983472
2023-07-0131711.500296959428
2023-08-0125426.390277113846
2023-09-0126854.258108440892
2023-10-0124496.255414077325
2023-11-0122481.85650341141
2023-12-0122404.647052858778
2024-01-0123490.359683050137
2024-02-0125098.2863268292
2024-03-0125435.37148899802
2024-04-0128248.663682586593
2024-05-0128610.08503179639
2024-06-0129204.438456969856
2024-07-0128414.381527675174
2024-08-0128325.58341662683
2024-09-0133897.55624121797
2024-10-0133383.888864745844
2024-11-0130940.130082714062
2024-12-0135170.715454927355
2025-01-0137386.32248344995
2025-02-0139962.62656990135
2025-03-0140294.6416931033
2025-04-0137389.074790317674
2025-05-0142592.238494633
2025-06-0147722.97307085018
2025-07-0146175.597178161166
2025-08-0143761.824055162026
2025-09-0142715.657728912265
2025-10-0144479.741572870946
2025-11-0147847.26145466661
2025-12-0148213.89770109947
2026-01-0144413.54134978924
2026-02-0145137.83263077079
2026-03-0146253.24120348239
2026-04-0147194.819868758415
Annual Return Matrix
YearAnnual Return
20170.783367775064187
2018-0.04422970230278167
20190.4415371615415702
20200.27611552302406883
20210.25790873795714897
2022-0.2539271255060729
2023-0.34172635844005494
20240.5697955594636184
20250.37085348072851865
2026-0.021136599215827556
Total Factor Risk
0.402487028363165
VTI.US Exposure
0.2306252269092834
VEA.US Exposure
-0.04207671431384916
VWO.US Exposure
0.4838640834049413
QQQ.US Exposure
-0.04246045642461237
VTV.US Exposure
-0.016732049072913174
IJR.US Exposure
-0.022890413337017548
QUAL.US Exposure
-0.004239140675491952
SHV.US Exposure
0.018893577131920886
TLT.US Exposure
0.09879537246256137
LQD.US Exposure
-0.014053522541491541
HYG.US Exposure
-0.002740988237348429
GLD.US Exposure
-0.0014014762945795426
USO.US Exposure
0.01052996624181644
VNQ.US Exposure
-0.020027100830649718
BTC-USD.CC Exposure
-0.0011477631036000263
CPER.US Exposure
0.01919466533389598
VIX.INDX Exposure
-0.005314512839038646
UUP.US Exposure
0.06161618798431468
TIP.US Exposure
0.0006512193815315675
Idiosyncratic Exposure
0.24891383882032658
Value Score
46.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
75.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →7.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.31%
Market Cap$160.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
4.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.69
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is China Merchants Bank Co Ltd a high-risk investment?

China Merchants Bank Co Ltd (CIHKY.US) has an annualized volatility of 40.2% and experienced a maximum drawdown of 62.3% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of CIHKY.US?

Over the past 10 years, CIHKY.US has generated a Compound Annual Growth Rate (CAGR) of 17.2%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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